Marketing materials at
http://www.lseg.com/media-centre/news/corporate-press-releas... (found via Wikipedia for 'High-frequency trading') says:
> The average order entry latency on Turquoise’s new ultra-low latency trading system, developed by MillenniumIT, is 126 microseconds, twice as fast as Turquoise’s main international competitors on a like for like basis. 99.9% of all customer orders on the new system are accepted, processed and acknowledged within 400 microseconds.
http://www.computerweekly.com/news/1280095920/London-Stock-E... says "London Stock Exchange (LSE) completes trades in just over 100 microseconds on average" and "The MillenniumIT system will soon be able to process two million messages in two microseconds."